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~person:"Li, Wai Keung"
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Li, Wai Keung
Lai, K.K.
86
Lam, Kin
26
Lam, K.
22
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17
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16
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Applied financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The statistician : journal of the Institute of Statisticians
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ECONIS (ZBW)
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Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
2
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
3
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
4
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
Saved in:
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